Optimal Sequential Investment Decision-Making with Jump Risk.
I-Ming JiangYu-Hong LiuSutee PakavaleetornPublished in: Asia Pac. J. Oper. Res. (2022)
Keyphrases
- decision making
- decision makers
- conditional expectation
- decision support
- fuzzy logic
- investment decisions
- optimal portfolio
- risk assessment
- worst case
- optimal solution
- decision theory
- risk analysis
- financial investment
- portfolio management
- investment strategies
- real option
- decision process
- expected utility
- action selection
- optimal design
- neural network
- influence diagrams
- risk management
- business intelligence
- dynamic programming
- feature selection
- data mining